Wolf Hall Season 1 Kosminsky's decision to film many of the interior scenes by candlelight led to the actors bumping into things, and fearing they might catch fire.Wolf Hall was filmed in two locations in Kent and the productions spent a number of days at each location. Dover Castle was substituted for the Tower of London in Anne Boleyn's public execution scene in the final episode. The Long Gallery, Tapestry Room, and Queen Elizabeth Room in Penshurst Place were used as specific rooms in Whitehall (York Place), which was Anne Boleyn and Henry VIII's residence. The Long Gallery doubled as Anne Boleyn's chamber.